Browsing Sloan School of Management by Author "Vila, Jean-Luc"
Now showing items 1-7 of 7
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Arbitrage with holding costs : a utility-based approach
Tuckman, Bruce.; Vila, Jean-Luc (Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology, 1991) -
Equilibrium interest rate and liquidity premium under proportional transactions costs
Vayanos, Dimitri.; Vila, Jean-Luc (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992) -
Equilibrium interest rate and liquidity premium under proportional transactions costs
Vayanos, Dimitri.; Vila, Jean-Luc (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1993) -
Holding costs and equilibrium arbitrage
Tuckman, Bruce.; Vila, Jean-Luc (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1993) -
Holding costs and equilibrium arbitrage
Tuckman, Bruce.; Vila, Jean-Luc (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992, ) -
Investors' heterogeneity, prices, and volume around the ex-dividend day
Michaely, Roni.; Vila, Jean-Luc (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1994) -
Trading volume with private valuations : theory and evidence from the ex-dividend day
Michaely, Roni.; Vila, Jean-Luc (Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1993])